Convergence of Empirical Processes for Interacting Particle Systems with Applications to Nonlinear Filtering

In this paper, we investigate the convergence of empirical processes for a class of interacting particle numerical schemes arising in biology, genetic algorithms and advanced signal processing. The Glivenko-Cantelli and Donsker theorems presented in this work extend the corresponding statements in the classical theory and apply to a class of genetic type particle numerical schemes of the nonlinear filtering equation.